Adding Steam Jets
This effect is mainly for fast moving steam, usually where it has escaped from a pipe. Fortunatly it is very easy with a particle system.
First of all add an env_steam into your map, placing it where you want the steam to go.
The bring up the properties (Alt+Enter)
The help sections explain most bits but remember a few things.
Initial State must be set to On if you want it to appear straight away
The steam will go in the direction set in the properties, so remember to change that.
Particle Type : Normal will create just normal looking steam, Heatwave will create a blurry effect similar to when you you look through a heat source.
The rest is pretty obvious so just play around to get the right effects